-2.7%
TEAM vs FN
-20.4%
+17.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.9% | -11.1% | +2.2% |
| 7D | -17.2% | +16.3% | -33.5% | -15.0% |
| 30D | -25.1% | -24.7% | -0.3% | -27.4% |
| 3M | +3.9% | -34.9% | +38.8% | -0.2% |
| 6M | +69.1% | -41.1% | +110.2% | +62.1% |
| YTD | -4.5% | -19.6% | +15.2% | -5.5% |
| All | -2.7% | -20.4% | +17.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling